Regularized optimization in statistical learning: a Bayesian perspective

MaRDI QIDQ5488704zbMATH OpenFDO

Authors Bin Li, Prem K. Goel

Publication date 22 September 2006

zbMATH Keywords

Bayesian robustnessLASSOregularized optimizationRidge regressiongroup LASSOflat-tailed prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Statistics of extreme values; tail inference (62G32)

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Cited in

(7)

• scientific article; zbMATH DE number 6378121 (Why is no real title available?)
• Learning from regularized regression algorithms with \(p\)-order Markov chain sampling
• Posterior moments and quantiles for the normal location model with Laplace prior
• Regularized learning in bioinformatics
• scientific article; zbMATH DE number 5971199 (Why is no real title available?)
• Bayesian hyper-Lassos with non-convex penalization
• Object selection in credit scoring using covariance matrix of parameters estimations

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